VNET Options History — October 2021

In October 2021, VNET traded between $15.76 and $19.18. ATM implied volatility averaged 69.6%, placing in the 46.4% IV rank vs the trailing year. The 30-day expected move averaged 19.7%. IV traded above realized volatility by 6.7% (HV 20d: 62.9%). Max pain ranged from $17.00 to $18.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.59.

Notable Days

  • 2021-10-26: Highest Volume — 3,146 contracts
  • 2021-10-11: Largest IV spike — 16.5% change
  • 2021-10-12: Highest IV Rank — 71.0%
  • 2021-10-29: Largest Expected Move — 21.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.20$15.76$19.18$16.99$15.76
Max Pain$17.43$17.00$18.00$17.00$17.00
ATM IV69.6%64.5%79.6%67.8%75.4%
Expected Move19.7%18.5%21.6%19.4%21.6%
HV 20d62.9%55.8%68.3%64.0%68.3%
HV 60d78.7%70.9%84.3%82.4%73.9%
IV Rank46.4%33.7%71.0%41.7%60.6%
IV Percentile52.2%27.8%88.9%43.7%79.4%
Term Structure0.5%-4.5%4.7%1.3%-4.5%
VWIV69.8%62.8%77.9%68.2%76.5%
Skew 25d6.1%1.4%11.5%10.9%11.5%
Skew 10d12.4%1.9%36.9%17.9%10.7%
Call IV 25d66.7%62.2%71.1%62.6%68.2%
Put IV 25d72.9%68.0%79.6%73.5%79.6%
Bid-Ask Spread %59.4049.9369.6269.6265.89
Gamma HHI0.150.120.280.120.19
Net GEX116.8K78.7K166.2K109.0K110.5K
Net DEX-5.9M-9.1M-3.5M-5.3M-4.3M
Net VEX-51.1K-58.4K-44.7K-53.0K-45.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.590.004.844.840.30
Total Volume1,131.238173,1461462,299
Total OI16,011.90514,99216,85215,78616,852

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$16.99$17.0067.8%19.4%64.0%41.7%68.2%10.9%1.3%109.0K-5.3M-53.0K4.8469.62N/AN/A2512113,3122,474
2021-10-04$15.94$17.0076.8%20.0%60.7%64.1%77.9%8.3%1.4%87.4K-3.7M-45.2K0.9854.06N/AN/A908813,2912,475
2021-10-05$16.25$18.0073.2%20.9%61.2%55.2%71.5%2.6%-3.3%94.4K-4.3M-49.9K0.2154.03N/AN/A14313,3152,591
2021-10-06$16.66$18.0069.8%19.8%60.6%46.9%0.0%4.8%0.8%103.2K-4.8M-50.3K0.1454.26N/AN/A22313,3792,658
2021-10-07$17.39$18.0067.1%20.0%61.5%40.1%70.5%6.7%-1.1%124.6K-5.8M-52.6K0.1255.08N/AN/A901113,3852,660
2021-10-08$17.49$18.0066.4%19.9%61.7%38.4%0.0%1.4%-0.5%127.6K-6.0M-52.7K0.0063.44N/AN/A122013,4002,663
2021-10-11$16.90$18.0077.3%20.6%62.3%65.5%69.4%2.8%-0.2%120.0K-5.1M-50.3K0.0061.49N/AN/A57013,4732,664
2021-10-12$15.88$18.0079.6%20.4%63.7%71.0%70.7%4.7%-0.4%85.4K-3.5M-44.7K0.2560.69N/AN/A641613,5932,664
2021-10-13$16.88$18.0068.5%19.6%67.7%43.7%67.4%7.3%4.3%127.1K-4.8M-48.3K0.1368.70N/AN/A67913,6002,664
2021-10-14$17.17$18.0067.1%19.2%68.2%40.0%68.0%8.6%0.9%166.2K-5.4M-48.9K0.0163.16N/AN/A1,081913,6572,668
2021-10-15$17.45$18.0065.9%18.9%68.2%37.2%76.8%8.1%1.6%78.7K-5.9M-48.9K0.5165.39N/AN/A34817613,6772,671
2021-10-18$17.46$17.0066.3%19.0%55.8%38.1%68.9%2.6%1.6%102.9K-6.2M-52.6K2.1951.32N/AN/A214612,9582,034
2021-10-19$18.69$17.0067.7%19.4%60.5%41.5%67.9%6.5%0.1%122.7K-8.2M-57.0K0.1750.56N/AN/A871513,2722,091
2021-10-20$19.18$17.0064.6%18.5%59.4%33.8%65.1%2.9%1.5%127.0K-9.1M-58.4K0.4049.93N/AN/A1,75169813,3672,130
2021-10-21$18.34$17.0064.5%18.5%60.9%33.7%62.8%3.7%2.4%121.8K-7.7M-55.2K0.3455.27N/AN/A2,05869013,3972,128
2021-10-22$18.22$17.0066.7%19.1%60.5%39.0%66.5%6.6%1.3%130.3K-7.8M-54.9K0.3455.90N/AN/A2,08171513,7242,127
2021-10-25$18.33$17.0066.3%19.0%60.6%38.0%69.5%3.2%3.1%134.8K-7.8M-54.8K0.4156.61N/AN/A1,77272813,7542,146
2021-10-26$17.00$17.0066.1%19.0%64.6%37.7%64.6%8.1%4.7%119.6K-5.9M-50.0K0.3058.85N/AN/A2,41173513,7612,165
2021-10-27$16.43$17.0072.4%20.8%65.6%53.2%71.7%8.1%-1.5%131.2K-5.3M-48.2K0.4066.89N/AN/A1,91177114,3952,186
2021-10-28$16.84$17.0073.0%20.9%64.7%54.7%73.0%9.6%-3.1%129.4K-6.0M-51.0K0.3766.35N/AN/A1,85669514,4052,424
2021-10-29$15.76$17.0075.4%21.6%68.3%60.6%76.5%11.5%-4.5%110.5K-4.3M-45.7K0.3065.89N/AN/A1,77452514,4042,448